V-Lab: AMOREPACIFIC Group APARCH Volatility Analysis

V-Lab

| |

V-Lab

AMOREPACIFIC Group APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:47.40% (+2.70%)

Analysis last updated: Saturday, April 27, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1939	13.53
$α$	0.0825	33.03
$β$	0.8924	246.12
$γ$	0.0725	4.20
$δ$	1.5463	31.09

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts